The Frost is on the... Pumpkin?

This is the frost back of Ms. Deer who visits almost every morning. It looks like it would be cold to be covered in frost. On the other hand, it must mean that the hair is very insulating because the frost hasn't melted. Right? It was 23 degrees F/-5 degrees C when I went out to put out her (ahem) bird seed/peanuts. Chilly.

Entire deer is in extra.